python 期货现货差价监测_期货现货价差小工具——天勤量化（TqSdk）

#!usr/bin/env python3

#-*- coding:utf-8 -*-

"""@author: yanqiong@file: futures_spot_spreads.py@create_on: 2019/9/27@description: 演示如何使用 Tqsdk 计算期货和现货价差，并使用 GUI 界面展示除了 Tqsdk 还需要提前安装的工具包 :PySimpleGUI (https://pysimplegui.readthedocs.io/en/latest/)matplotlib (https://matplotlib.org/)mplcursors (https://mplcursors.readthedocs.io/en/stable/index.html)"""

import sys

import math

import asyncio

import numpy as np

import pandas as pd

import PySimpleGUI as sg

import webbrowser

import matplotlib

import matplotlib.pyplot as plt

import matplotlib.ticker as ticker

import mplcursors

matplotlib.use('TkAgg')

from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg, NavigationToolbar2Tk

from tqsdk import TqApi

DataLength = 40 # 显示最近10日价差

IndexList = np.arange(DataLength)

# ------------------------------- TqSdk Helper Code -------------------------------

links = {

"_LINK_": "https://www.shinnytech.com/blog/futures-spot-spreads/",

"_TITLE_": "https://www.shinnytech.com/tianqin/#utm_source=pc-customer&utm_medium=banner&utm_campaign=little-instrument"

}

def open_link (url = 'https://www.shinnytech.com/tianqin/'):

webbrowser.open_new(url)

def get_product_name (product_id):

return product_id.split(' - ')[1]

def get_quote_sn (symbol):

return symbol.split('.')[1]

# ------------------------------- Tqsdk 业务代码 -------------------------------

loop = asyncio.get_event_loop()

api = TqApi(loop=loop)

# 现货、期货合约对应列表

SymbolDict = {

"al - 铝": ["SSWE.ALH", "KQ.m@SHFE.al", "orange"],

"cu - 铜": ["SSWE.CUH", "KQ.m@SHFE.cu", "deepskyblue"],

"ni - 镍": ["SSWE.NIH", "KQ.m@SHFE.ni", "red"],

"pb - 铅": ["SSWE.PBH", "KQ.